-4.5%
TPR vs S
+36.9%
-41.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.8% | +15.9% | +5.6% |
| 7D | +13.9% | -16.7% | +30.5% | +10.9% |
| 30D | +14.9% | -17.0% | +31.9% | +12.0% |
| 3M | -15.4% | +2.0% | -17.4% | -14.4% |
| 6M | -4.5% | +35.1% | -39.5% | +0.7% |
| All | -4.5% | +36.9% | -41.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling